For most of its run, Showtime's "Penny Dreadful" has been relatively dark, sometimes sexy but overall never really the nail-biting series most of us horror fans anticipated. Last night's episode, however, finally brought the scare factor.

"What Death Can Join Together," the sixth episode of Showtime's Victorian Era horror series "Penny Dreadful," marks a much-welcomed departure for the show. Last night's episode was a dark, sexy and beautiful hour of television, an episode that not only left us excited for the final two installments,...